+45.9%
CSCO vs WEC
+9.7%
+36.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +1.1% |
| 7D | -6.1% | +6.9% | -12.9% | -4.8% |
| 30D | -8.2% | +16.6% | -24.8% | -5.7% |
| 3M | -14.6% | +9.1% | -23.6% | -13.4% |
| 6M | +12.7% | +3.2% | +9.5% | +13.0% |
| YTD | +37.0% | +14.9% | +22.1% | +40.5% |
| 1Y | +45.9% | +9.2% | +36.7% | +48.4% |
| All | +45.9% | +9.7% | +36.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling